My friend Steven Savage normally writes self-help, career-management, and creativity-wrangling books. (Go read his series on worldbuilding, it's really good.)
Recently, he's dived back into the fiction end of the pool, and one of the discussions we had around that process unearthed the insight that some kinds of analysis and insight are more readily accomplished through fiction than nonfiction. I agreed with that, and I have a few theories why.
The biggest, although by no means the most all-encompassing or exclusive, is that fiction is great at dramatizing the concrete significance of things. Dostoevsky was big on this: he talked about how he "felt ideas", and how his characters were embodiments of specific philosophical and intellectual positions. But none of it was dry or academic; they were embodiments of these things because they had no choice but to be, and they were all hurtling headlong towards fate with their heat shields burning up.
Just telling someone that war is bad requires another $3 or so to get you a drink to go with it. When you show people the acres of dead flesh and hollowed-out cities, the argument takes on a different flavor. (For those who actually like such things, the argument is wasted on them, but that's another story.)
The other thing, and I'm borrowing this freely from a related idea of Paul Krugman's, is that fiction allows you to stage little models of reality and see what happens. SF is only one of many possible modalities for this sort of thing, though. All fiction is speculative; it's just a question of where the speculation lies and towards what end it's aimed.
The tough part is for that model to be properly informed by real human behavior and real-world facts. Most of the bad writing I've encountered is either ignorant of the way the world works in its most mechanical aspects, or depicts models of human behavior that are either too flat or too ludicrious to pass for the real thing, or (worst of all) both of those things acting in concert.
The biggest reason of all, though, might be the simple fact that the human mind craves narratives. It likes to make sense of things, and stories are a framework by which things are given a meaning that lives within us. Václav Havel's quote about hope comes back to mind. Storytelling is a reification of the idea that things can ultimately make sense to us, and every satisfying story we encounter affirms that once more.